On the Grenander estimator at zero

Details On the Grenander estimator at zero On the Grenander estimator at zero

2009-02-25

arxiv.org/abs/0902.4453v3

Mathematics

Statistics Theory

28 pages. See also: http://www.stat.washington.edu/www/research/reports/2009/tr554r1 http://www.stat.washington.edu/jaw/RESE

Scientific paper

We establish limit theory for the Grenander estimator of a monotone density
near zero. In particular we consider the situation when the true density $f_0$
is unbounded at zero, with different rates of growth to infinity. In the course
of our study we develop new switching relations by use of tools from convex
analysis. The theory is applied to a problem involving mixtures.

Affiliated with

Also associated with

No associations

Rating

On the Grenander estimator at zero does not yet have a rating. At this time, there are no reviews or comments for this scientific paper.

If you have personal experience with On the Grenander estimator at zero, we encourage you to share that experience with our LandOfFree.com community. Your opinion is very important and On the Grenander estimator at zero will most certainly appreciate the feedback.

Rate now

Comments { 0 }

Profile ID: LFWR-SCP-O-158394